Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Inference for the Tail Paramet...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Tail probability
19
tail probability
14
Probability theory
11
Wahrscheinlichkeitsrechnung
11
Statistical distribution
9
Statistische Verteilung
9
Theorie
9
Theory
9
Linear processes
8
linear processes
8
Heavy tailed distribution
7
Risk management
5
Multi-asset portfolios
4
Tail risk
4
Value-at-Risk
4
multiple testing
4
Regular variation
3
Adjusted p-value
2
Ausreißer
2
Conditional quantiles
2
Cumulants
2
Granular hypothesis
2
Higher moments
2
Local linear estimator
2
Long-range dependence
2
Max-plus algebra
2
Multivariate extreme value theory
2
Multivariate extremevalue theory
2
Nonparametric model checking
2
Outliers
2
Portfolio selection
2
Portfolio-Management
2
Product
2
Queueing theory
2
Replication study
2
Risikomanagement
2
Risikomaß
2
Risk measure
2
Schock
2
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Litvinova, Svetlana
1
Ma, Junjie
1
Qin, Ruibing
1
Silvapulle, Mervyn J.
1
Published in...
All
Economics letters
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An efficient algorithm to estimate the change in variance
Qin, Ruibing
;
Ma, Junjie
- In:
Economics letters
168
(
2018
),
pp. 15-17
Persistent link: https://www.econbiz.de/10012016661
Saved in:
2
Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
